+21.4%
MDLZ vs PTC
+62.5%
-41.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +8.2% | +1.2% | +7.0% | +8.1% |
| 3M | +8.0% | +32.6% | -24.6% | +4.6% |
| 6M | +9.7% | +36.1% | -26.3% | +5.7% |
| YTD | +26.9% | +12.7% | +14.2% | +24.7% |
| 1Y | +20.9% | +10.2% | +10.7% | +19.2% |
| 3Y | +5.3% | +29.4% | -24.1% | -1.2% |
| 5Y | +21.4% | +61.1% | -39.7% | +4.9% |
| All | +21.4% | +62.5% | -41.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling